Your new ham was probably just tired from all the excitment. When I bought my first hamster since having one in childhood we had an hour drive home and she chewed her way out of the box and was walking around on my lap, eventually we had to pull over to the side of the road get the cage from the back of the car and set it up on the back seat and put her in it lol.
They usually just need time to settle in, it is a few days normally before you really start to see their personalities come out. It's best to let your hamster rest a day or two anyway so as not to stress them out, but keep us posted!